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Estimating banks' equity duration : a panel cointegration approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 18 (2008) 13/15, pp. 1173-1180
Persistent link: https://www.econbiz.de/10003760234
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Stock returns and consumption factors in the Australian market : cross-sectional tests
Li, Bin; Liu, Benjamin; Roca, Eduardo - In: Australian journal of management 36 (2011) 2, pp. 247-266
Persistent link: https://www.econbiz.de/10009303247
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Stock return predictability in South Africa : the role of major developed markets
Wen, Yi-Chieh; Lin, Philip T.; Li, Bin; Roca, Eduardo - In: Finance research letters 15 (2015), pp. 257-265
Persistent link: https://www.econbiz.de/10011553256
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How integrated are real estate markets with the world market? : evidence from case-wise bootstrap analysis
Hatemi-J, Abdulnasser; Roca, Eduardo; Al-Shayeb, Abdulrahman - In: Economic modelling 37 (2014), pp. 137-142
Persistent link: https://www.econbiz.de/10010417225
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Does Purchasing Power Parity hold? : new evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity
Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Economic modelling 36 (2014), pp. 161-171
Persistent link: https://www.econbiz.de/10010412382
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Long-term and short-term equity market price interactions between Australia and the Chinese states
Roca, Eduardo; Brimble, Mark - In: Australian economic papers 44 (2005) 3, pp. 221-230
Persistent link: https://www.econbiz.de/10003092319
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Are the ASEAN equity markets interdependent?
Roca, Eduardo - In: ASEAN economic bulletin 15 (1998) 2, pp. 109-120
Persistent link: https://www.econbiz.de/10001252677
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Arbitrage risk and the cross-section of stock returns : evidence from China
Lin, Yu En; Chu, Chien Chi; Omura, Akihiro; Li, Bin; … - In: Emerging markets review 43 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012414438
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Mortgage asymmetric pricing, cash rate and international funding cost : Australian evidence
Quynh Chau Pham Holland; Liu, Benjamin; Roca, Eduardo; … - In: International review of economics & finance : IREF 65 (2020), pp. 46-68
Persistent link: https://www.econbiz.de/10012384788
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International funding cost and heterogeneous mortgage interest-rate pass-through : a bank-level analysis
Quynh Chau Pham Holland; Liu, Benjamin; Roca, Eduardo - In: Empirical economics : a journal of the Institute for … 57 (2019) 4, pp. 1255-1289
Persistent link: https://www.econbiz.de/10012115300